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The American Statistician Volume 38, 1984 - Issue 2
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The Teacher's Corner

An Interesting Property of the Sample Mean under a First-Order Autoregressive Model

Max D. Morris Mathematics and Statistics Research Department, Computer Sciences, Oak Ridge National Laboratory, Oak Ridge, TN, 37830, USA
&
Sherwood F. Ebey Department of Mathematics, University of the South Sewanee, TN, 37375, USA
Pages 127-129 | Received 01 Nov 1982, Published online: 30 Mar 2012

References

  • Hoel , P. G. 1961 . “Asymptotic Efficiency in Polynomial Estimation,” . Annals of Mathematical Statistics , 32 : 1042 – 1047 .
  • Morrison , D. F. 1967 . Multivariate Statistical Analysis , New York : McGraw-Hill .

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